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Recolector de Ciencia Abierta, RECOLECTA
Bachelor thesis . 2018
License: CC BY NC ND
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Modelos estocásticos aplicados a los seguros de vida

Authors: Zhang, Shenghua;

Modelos estocásticos aplicados a los seguros de vida

Abstract

[en] The book by Antonio Alegre Escolano “VALORACIÓN ACTUARIAL DE PRESTACIONES RELACIONADAS CON LA INVALIDEZ” consists in the study of actuarial operations related to the survival or death of a person, taking into account the additional contingency of invalidation. Our idea is to modify the 1st and 3rd hypotheses of the basic model, that is, there is the possibility of returning to the activity. In addition, it has a maximum retirement age, and invalidation can only occur before reaching this age. From this new model, we intend to study the effects of the principle in the discrete approach, for example: two new actuarial probabilities $_n p^{ia}_{x}$ , $_n p^{ii}_{x}$ ; their corresponding deferred capitals $_n E^{ia}_{x}$ , $_n E^{ii}_{x}$ ; the transition matrix (by Markov); related actuarial operations, etc.

Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2018, Director: Josep Vives i Santa Eulàlia i Antonio Alegre Escolano

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Spain
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Keywords

Retirement, Assegurances d'invalidesa, Anàlisi estocàstica, Markov processes, Bachelor's theses, Jubilació, Treballs de fi de grau, Assegurances de vida, Life insurance, Processos de Markov, Disability insurance, Analyse stochastique

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selected citations
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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